The Comparison and Research between Minimum Variance and Lower Partial Moment Hedging Starages
碩士 === 國立交通大學 === 經營管理研究所 === 89 === In the traditional future hedging strategy, investors are always care of the risk value of the return. From the view point of fund management, he generally values the downside risk most importantly so the LPM ( Lower Partial Moment ) hedging strategy become the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10398172503859443020 |